+28.3%
F vs GRMN
+6,890.4%
-6,862.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | +4.7% | -3.2% | -0.1% |
| 30D | +2.6% | +3.4% | -0.8% | +1.2% |
| 3M | -8.8% | -5.0% | -3.8% | -7.5% |
| 6M | +4.6% | +18.6% | -14.0% | -2.6% |
| YTD | -1.9% | +42.5% | -44.4% | -14.8% |
| 1Y | -0.8% | +42.3% | -43.1% | -13.8% |
| 3Y | +43.5% | +158.5% | -115.0% | -2.5% |
| 5Y | -12.1% | +123.6% | -135.6% | -37.0% |
| 10Y | +83.6% | +682.5% | -598.9% | -12.2% |
| All | +28.3% | +6,890.4% | -6,862.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling